+250.3%
QCOM vs RY
+373.9%
-123.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +3.3% | +3.1% | +0.2% | +0.9% |
| 30D | +7.7% | -0.3% | +8.0% | +7.8% |
| 3M | -30.1% | +8.7% | -38.7% | -34.7% |
| 6M | +22.8% | +28.5% | -5.7% | +0.6% |
| YTD | +0.2% | +25.1% | -24.9% | -16.3% |
| 1Y | +7.9% | +46.3% | -38.4% | -20.3% |
| 3Y | +55.8% | +154.9% | -99.1% | -25.9% |
| 5Y | +30.1% | +140.3% | -110.2% | -34.9% |
| All | +250.3% | +373.9% | -123.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling